| Selection of a portfolio of pairs based on cointegration: A statistical arbitrage strategy JF Caldeira, GV Moura Revista Brasileira de Financas 11 (1), 49-80, 2013 | 186 | 2013 |
| Is there a Brazilian J-curve G Moura, S Da Silva Economics Bulletin 6 (10), 1-17, 2005 | 88 | 2005 |
| Efficient likelihood evaluation of state-space representations DN DeJong, R Liesenfeld, GV Moura, JF Richard, H Dharmarajan Review of Economic Studies 80 (2), 538-567, 2013 | 57 | 2013 |
| Dynamic factor multivariate GARCH model AAP Santos, GV Moura Computational Statistics & Data Analysis 76, 606-617, 2014 | 50 | 2014 |
| Bond portfolio optimization: a dynamic heteroskedastic factor model approach JF Caldeira, GV Moura, AAP Santos Available at SSRN, 2012 | 48* | 2012 |
| Seleção de carteiras utilizando o modelo Fama-French-Carhart JF Caldeira, GV Moura, AAP Santos Revista Brasileira de Economia 67, 45-65, 2013 | 41 | 2013 |
| Multiplicadores fiscais e investimento em infraestrutura GV Moura Revista Brasileira de Economia 69, 75-104, 2015 | 39 | 2015 |
| Efficient yield curve estimation and forecasting in Brazil J Caldeira, GV Moura, M Savino Portugal Revista Economia, January/April, 2010 | 39 | 2010 |
| The interiorization of Brazilian violence, policing, and economic growth GM Steeves, FC Petterini, GV Moura Economia 16 (3), 359-375, 2015 | 38 | 2015 |
| Adaptive forecasting of exchange rates with panel data L Morales-Arias, GV Moura International Journal of Forecasting 29 (3), 493-509, 2013 | 38 | 2013 |
| Predicting the yield curve using forecast combinations JF Caldeira, GV Moura, AAP Santos Computational Statistics & Data Analysis 100, 79-98, 2016 | 37 | 2016 |
| Determinants and dynamics of current account reversals: An empirical analysis R Liesenfeld, G Valle Moura, JF Richard Oxford Bulletin of Economics and Statistics 72 (4), 486-517, 2010 | 36* | 2010 |
| Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection GV Moura, AAP Santos, E Ruiz Journal of Banking & Finance 118, 105882, 2020 | 28 | 2020 |
| Combining multivariate volatility forecasts: an economic-based approach JF Caldeira, GV Moura, FJ Nogales, AAP Santos Journal of Financial Econometrics 15 (2), 247-285, 2017 | 25 | 2017 |
| Seleção de carteiras com modelos fatoriais heterocedásticos: aplicação para fundos de fundos multimercados JF Caldeira, GV Moura, AAP Santos, C Tessari RAM. Revista de Administração Mackenzie 15, 127-161, 2014 | 24 | 2014 |
| Forecasting the yield curve with the arbitrage-free dynamic Nelson–Siegel model: Brazilian evidence JF Caldeira, GV Moura, AAP Santos, F Tourrucôo EconomiA 17 (2), 221-237, 2016 | 18 | 2016 |
| Measuring risk in fixed income portfolios using yield curve models JF Caldeira, GV Moura, AAP Santos Computational Economics 46, 65-82, 2015 | 16 | 2015 |
| Selection of a portfolio of pairs based on cointegration: the Brazilian case JF Caldeira, GV Moura Federal University of Rio Grande do Sul, Federal University of Santa …, 2012 | 16 | 2012 |
| Efficient estimation of conditionally linear and Gaussian state space models GV Moura, DE Turatti Economics Letters 124 (3), 494-499, 2014 | 15 | 2014 |
| Maximum likelihood estimation of a TVP-VAR GV Moura, MR Noriller Economics Letters 174, 78-83, 2019 | 12 | 2019 |
André Portela SantosCUNEFVerified email at cunef.edu
